+203.6%
ETN vs JEPQ
+94.0%
+109.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.0% |
| 7D | +3.5% | -0.2% | +3.7% | +3.8% |
| 30D | -7.5% | +0.8% | -8.3% | -8.3% |
| 3M | +8.3% | +4.0% | +4.4% | +4.0% |
| 6M | +20.2% | +10.4% | +9.8% | +8.0% |
| YTD | +34.7% | +11.4% | +23.2% | +19.6% |
| 1Y | +19.4% | +18.9% | +0.5% | -1.3% |
| 3Y | +85.5% | +70.3% | +15.2% | +9.9% |
| All | +203.6% | +94.0% | +109.6% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPQ.
Daily Out/Under-Performance
Portfolio return minus JEPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPQ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded JEPQ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling